+157.0%
MKSI vs BAX
+9.9%
+147.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | +1.8% | -1.1% | +2.9% | +2.1% |
| 30D | -16.8% | -5.5% | -11.3% | -15.8% |
| 3M | -21.1% | +33.5% | -54.6% | -27.5% |
| 6M | +10.8% | +35.9% | -25.0% | -0.1% |
| YTD | +63.3% | +35.4% | +28.0% | +46.7% |
| 1Y | +157.0% | +9.8% | +147.2% | +153.0% |
| All | +157.0% | +9.9% | +147.0% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling